Yes, it may seem a little self-serving (being a Strange Publications book and all), but Cate's collection is wonderful. Check out www.strangemeninpinstripesuits.com and read the reviews.
I'm a big fan of just about everything Kim Paffenroth has written. If you haven't taken a peek at Valley of the Dead yet, you should grab a copy (or buy two and send one to a loved one). Smart horror, folks.
When I was seven, my sister gave me one of the best gifts she could: a subscription to the Star Wars comic book (then produced by Marvel). How about giving that fantasy lover a subscription to a nice small press mag like Shimmer?
Or, for the horror fan on your list, a subscription to Necrotic Tissue, a magazine which never fails to entertain.
Okay, so some people like poetry. Some people like their poetry weird (and somewhat dark). Stuff A Mouth for Picket Fences by Barry Napier in their stocking.
I'll wrap up with a gift which never fails to put a smile on my face: old EC comics from the '50s. Reprints (and some originals) are readily available on eBay. You might even snag one of the increasingly rare hardcover reprints.
What reading material do you plan on buying for the ghouls on your holiday list?